ForwardDiff: Forward mode automatic differentiation for Julia
Abstract
ForwardDiff implements methods to take derivatives, gradients, Jacobians, Hessians, and higher-order derivatives of native Julia functions (or any callable object, really) using forward mode automatic differentiation (AD).While performance can vary depending on the functions you evaluate, the algorithms implemented by ForwardDiff generally outperform non-AD algorithms in both speed and accuracy.
- Publication:
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Astrophysics Source Code Library
- Pub Date:
- February 2021
- Bibcode:
- 2021ascl.soft02015R
- Keywords:
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- Software